+1,084.3%
WAT vs XHB
+182.7%
+901.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.6% | +0.6% | +2.6% |
| 7D | +6.0% | +1.3% | +4.7% | +5.4% |
| 30D | +9.9% | +11.8% | -1.9% | +4.5% |
| 3M | +17.2% | -3.8% | +21.0% | +18.7% |
| 6M | +34.2% | +4.1% | +30.1% | +31.0% |
| YTD | +25.5% | +4.0% | +21.6% | +22.3% |
| 1Y | +28.3% | +1.6% | +26.7% | +26.1% |
| 3Y | +88.4% | +43.2% | +45.2% | +60.4% |
| 5Y | +36.1% | +35.8% | +0.3% | +17.2% |
| 10Y | +234.8% | +259.3% | -24.5% | +93.0% |
| All | +1,084.3% | +182.7% | +901.7% | +545.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XHB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling